Question
The spot rate Suppose is CHF1.4706/$, and the six-month forward rate is CHF1.4395/$. If the six-month dollar interest rate is 7% p.a., what is the
The spot rate Suppose is CHF1.4706/$, and the six-month forward rate is CHF1.4395/$. If the six-month dollar interest rate is 7% p.a., what is the annualized 180-day interest rate on Swiss francs that would prevent arbitrage?
| 1.31% | ||
| 1.21% | ||
| 2.62% | ||
| 0.6% |
please give solutions
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An Introduction To Financial Markets A Quantitative Approach
Authors: Paolo Brandimarte
1st Edition
1118014774, 9781118014776
